Update Version 3.5.10

Author: shinny-pack

PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tqsdk
-Version: 3.5.9
+Version: 3.5.10
 Summary: TianQin SDK
 Home-page: https://www.shinnytech.com/tqsdk
 Author: TianQin

doc/conf.py

@@ -48,9 +48,9 @@
 # built documents.
 #
 # The short X.Y version.
-version = u'3.5.9'
+version = u'3.5.10'
 # The full version, including alpha/beta/rc tags.
-release = u'3.5.9'
+release = u'3.5.10'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

doc/version.rst

@@ -2,6 +2,13 @@
 
 版本变更
 =============================
+3.5.10 (2024/05/27)
+
+* 修复：某些情况下网络连接发生超时错误时，可能无法重连的问题
+* 优化：:py:meth:`~tqsdk.TqApi.get_kline_serial`、:py:meth:`~tqsdk.TqApi.get_tick_serial` 在请求没有任何成交数据的合约时能够及时退出，避免等待超时
+* 更新：:py:meth:`~tqsdk.TqApi.get_kline_serial`、:py:meth:`~tqsdk.TqApi.get_tick_serial` 接口去掉 ``chart_id`` 参数，避免用户错误用法导致服务器收到大量重复请求
+
+
 3.5.9 (2024/05/09)
 
 * 增加：:py:meth:`~tqsdk.TqApi.query_all_level_finance_options` 增加中金所股指期权标的

setup.py

@@ -8,7 +8,7 @@
 
 setuptools.setup(
     name='tqsdk',
-    version="3.5.9",
+    version="3.5.10",
     description='TianQin SDK',
     author='TianQin',
     author_email='[email protected]',

tqsdk/__version__.py

@@ -1 +1 @@
-__version__ = '3.5.9'
+__version__ = '3.5.10'

tqsdk/api.py

@@ -74,7 +74,8 @@
 from tqsdk.tradeable import TqAccount, TqZq, TqKq, TqKqStock, TqSim, TqSimStock, BaseSim, BaseOtg
 from tqsdk.trading_status import TqTradingStatus
 from tqsdk.tqwebhelper import TqWebHelper
-from tqsdk.utils import _generate_uuid, _query_for_quote, BlockManagerUnconsolidated, _quotes_add_night, _bisect_value
+from tqsdk.utils import _generate_uuid, _query_for_quote, BlockManagerUnconsolidated, _quotes_add_night, _bisect_value, \
+    deprecated_chart_id
 from tqsdk.utils_symbols import _symbols_to_quotes
 from tqsdk.tafunc import get_dividend_df, get_dividend_factor
 from .__version__ import __version__
@@ -584,9 +585,10 @@ async def _handle_trading_status(self, symbol, ts):
                 if ts.trade_status != "":
                     return ts
 
+    @deprecated_chart_id("symbol", "duration_seconds", "data_length", "adj_type")
     # ----------------------------------------------------------------------
     def get_kline_serial(self, symbol: Union[str, List[str]], duration_seconds: int, data_length: int = 200,
-                         chart_id: Optional[str] = None, adj_type: Union[str, None] = None) -> pd.DataFrame:
+                         adj_type: Union[str, None] = None, **kwargs) -> pd.DataFrame:
         """
         获取k线序列数据
 
@@ -603,11 +605,11 @@ def get_kline_serial(self, symbol: Union[str, List[str]], duration_seconds: int,
             data_length (int): 需要获取的序列长度。默认200根, 返回的K线序列数据是从当前最新一根K线开始往回取data_length根。\
             每个序列最大支持请求 8000 个数据
 
-            chart_id (str): [可选]指定序列id, 默认由 api 自动生成
-
             adj_type (str/None): [可选]指定复权类型，默认为 None。adj_type 参数只对股票和基金类型合约有效。\
             "F" 表示前复权；"B" 表示后复权；None 表示不做处理。
 
+            chart_id (str): [Deprecated] 由 api 自动生成，此参数不再使用
+
             **注：关于传入合约代码列表 获取多合约K线的说明：**
 
             1. 主合约的字段名为原始K线数据字段，从第一个副合约开始，字段名在原始字段后加数字，如第一个副合约的开盘价为 "open1" , 第二个副合约的收盘价为 "close2"。
@@ -699,18 +701,18 @@ def get_kline_serial(self, symbol: Union[str, List[str]], duration_seconds: int,
         if data_length > 8964:
             data_length = 8964
         dur_id = duration_seconds * 1000000000
-        request = (tuple(symbol), duration_seconds, data_length, adj_type, chart_id)  # request 中 symbols 为 tuple 序列
+        request = (tuple(symbol), duration_seconds, data_length, adj_type)  # request 中 symbols 为 tuple 序列
         serial = self._requests["klines"].get(request, None)
         pack = {
             "aid": "set_chart",
-            "chart_id": chart_id if chart_id is not None else _generate_uuid("PYSDK_realtime"),
+            "chart_id": _generate_uuid("PYSDK_realtime"),
             "ins_list": ",".join(symbol),
             "duration": dur_id,
             "view_width": data_length if len(symbol) == 1 else 8964,
             # 如果同时订阅了两个以上合约K线，初始化数据时默认获取 1w 根K线(初始化完成后修改指令为设定长度)
-        }
+        } if serial is None else {}
         # 将数据权转移给TqChan时其所有权也随之转移，因pack还需要被用到，所以传入副本
-        task = self.create_task(self._get_serial_async(symbol, chart_id, serial, pack.copy()), _caller_api=True)
+        task = self.create_task(self._get_serial_async(symbol, pack.copy()), _caller_api=True)
         if serial is None:
             serial = self._init_serial([_get_obj(self._data, ["klines", s, str(dur_id)]) for s in symbol],
                                        data_length, self._prototype["klines"]["*"]["*"]["data"]["@"], adj_type)
@@ -729,16 +731,17 @@ def get_kline_serial(self, symbol: Union[str, List[str]], duration_seconds: int,
                     raise TqTimeoutError("获取 %s (%d) 的K线超时，请检查客户端及网络是否正常" % (symbol, duration_seconds))
         return serial["df"]
 
-    async def _get_serial_async(self, symbol, chart_id, serial, pack):
+    async def _get_serial_async(self, symbol, pack):
         await self._ensure_symbol_async(symbol)
         self._auth._has_md_grants(symbol)
         # 判断用户是否指定了 chart_id（参数）, 如果指定了，则一定会发送新的请求。
-        if serial is None or chart_id is not None:
+        if pack:
             self._send_pack(pack)
 
     # ----------------------------------------------------------------------
-    def get_tick_serial(self, symbol: str, data_length: int = 200, chart_id: Optional[str] = None,
-                        adj_type: Union[str, None] = None) -> pd.DataFrame:
+    @deprecated_chart_id("symbol", "data_length", "adj_type")
+    def get_tick_serial(self, symbol: str, data_length: int = 200, adj_type: Union[str, None] = None,
+                        **kwargs) -> pd.DataFrame:
         """
         获取tick序列数据
 
@@ -749,11 +752,11 @@ def get_tick_serial(self, symbol: str, data_length: int = 200, chart_id: Optiona
 
             data_length (int): 需要获取的序列长度。每个序列最大支持请求 8000 个数据
 
-            chart_id (str): [可选]指定序列id, 默认由 api 自动生成
-
             adj_type (str/None): [可选]指定复权类型，默认为 None。adj_type 参数只对股票和基金类型合约有效。\
             "F" 表示前复权；"B" 表示后复权；None 表示不做处理。
 
+            chart_id (str): [Deprecated] 由 api 自动生成，此参数不再使用
+
         Returns:
             pandas.DataFrame: 本函数总是返回一个 pandas.DataFrame 实例. 行数=data_length, 包含以下列:
 
@@ -798,17 +801,17 @@ def get_tick_serial(self, symbol: str, data_length: int = 200, chart_id: Optiona
         adj_type = adj_type[0] if adj_type else adj_type
         if data_length > 8964:
             data_length = 8964
-        request = (symbol, data_length, adj_type, chart_id)
+        request = (symbol, data_length, adj_type)
         serial = self._requests["ticks"].get(request, None)
         pack = {
             "aid": "set_chart",
-            "chart_id": chart_id if chart_id is not None else _generate_uuid("PYSDK_realtime"),
+            "chart_id": _generate_uuid("PYSDK_realtime"),
             "ins_list": symbol,
             "duration": 0,
             "view_width": data_length,
-        }
+        } if serial is None else {}
         # pack 的副本数据和所有权转移给TqChan
-        task = self.create_task(self._get_serial_async(symbol, chart_id, serial, pack.copy()), _caller_api=True)
+        task = self.create_task(self._get_serial_async(symbol, pack.copy()), _caller_api=True)
         if serial is None:
             serial = self._init_serial([_get_obj(self._data, ["ticks", symbol])], data_length,
                                        self._prototype["ticks"]["*"]["data"]["@"], adj_type)
@@ -3425,11 +3428,11 @@ def _update_serial_single(self, serial):
                         ext[serial["width"] - shift:] = np.nan
             serial["update_row"] = max(serial["width"] - shift - 1, 0)
         else:
-            left_id = serial["chart"].get("left_id", -1)
-            right_id = serial["chart"].get("right_id", -1)
-            if (left_id != -1 or right_id != -1) and not serial["chart"].get("more_data", True) and serial["root"][
-                0].get("last_id", -1) != -1:
+            if serial["chart"].get("ready", False) is True:
                 serial["init"] = True
+        if serial["root"][0].get("last_id", -1) == -1:
+            # 该 kline 没有任何数据，直接退出
+            return
         symbol = serial["chart"]["ins_list"].split(",")[0]  # 合约列表
         quote = self._data.quotes.get(symbol, {})
         duration = serial["chart"]["duration"]  # 周期
@@ -3476,18 +3479,19 @@ def _ensure_dividend_factor(self, symbol):
     def _update_serial_multi(self, serial):
         """处理订阅多个合约时K线的数据更新"""
         # 判断初始化数据是否接收完全, 否: 则返回
-        left_id = serial["chart"].get("left_id", -1)  # 主合约的left_id
-        right_id = serial["chart"].get("right_id", -1)  # 主合约的right_id
-        if (left_id == -1 and right_id == -1) or serial["chart"].get("more_data", True):
+        if serial["chart"].get("ready", False) is False:
             return
-        for root in serial["root"]:
-            if root.get("last_id", -1) == -1:
-                return
 
+        left_id = serial["chart"].get("left_id", -1)  # 主合约的left_id
+        right_id = serial["chart"].get("right_id", -1)  # 主合约的right_id
         array = serial["array"]
         ins_list = serial["chart"]["ins_list"].split(",")  # 合约列表
 
         if not serial["init"]:  # 未初始化完成则进行初始化处理. init完成状态: 订阅K线后获取所有数据并填满df序列.
+            if serial["root"][0].get("last_id", -1) == -1:
+                serial["init"] = True
+                # 该 kline 没有任何数据，直接退出
+                return
             update_row = serial["width"] - 1  # 起始更新数据行,局部变量
             current_id = right_id  # 当前数据指针
             while current_id >= left_id and current_id >= 0 and update_row >= 0:  # 如果当前id >= left_id 且 数据尚未填满width长度
@@ -3527,12 +3531,14 @@ def _update_serial_multi(self, serial):
                 "view_width": len(array) if len(array) >= 30 else 30,
             })
         else:  # 正常行情更新处理
+            if serial["root"][0].get("last_id", -1) == -1:
+                # 该 kline 没有任何数据，直接退出
+                return
             serial["update_row"] = serial["width"] - 1
             new_kline_range = None
             new_data_index = serial["width"] - 1  # 记录更新数据位置
             # 从 left_id 或 已有数据的最后一个 last_id 到服务器发回的最新数据的 last_id: 每次循环更新一行。max: 避免数据更新过多时产生大量多余循环判断
-            for i in range(max(serial["chart"].get("left_id", -1), int(array[-1, 1])),
-                           serial["root"][0].get("last_id", -1) + 1):
+            for i in range(max(left_id, int(array[-1, 1])), serial["root"][0].get("last_id", -1) + 1):
                 # 如果某条主K线和某条副K线之间的 binding 映射数据存在: 则对应副合约数据也存在; 遍历主合约与所有副合约的binding信息, 如果都存在, 则将此K线填入array保存.
                 master_item = serial["root"][0]["data"][str(i)]  # 主合约数据
                 # array更新的一行数据: 初始化填入主合约数据

tqsdk/backtest/backtest.py

@@ -169,9 +169,10 @@ async def _run(self, api, sim_send_chan, sim_recv_chan, md_send_chan, md_recv_ch
                         self._diffs.append({
                             "charts": {
                                 pack["chart_id"]: {
-                                    # 两个id设置为0：保证api在回测中判断此值时不是-1，即直接通过对数据接收完全的验证
-                                    "left_id": 0,
-                                    "right_id": 0,
+                                    # 回测中 ready 置为 True，保证api在回测中直接通过对数据接收完全的验证
+                                    "left_id": -1,
+                                    "right_id": -1,
+                                    "ready": True,
                                     "more_data": False,  # 直接发送False给api，表明数据发送完全，使api中通过数据接收完全的验证
                                     "state": pack
                                 }

tqsdk/connect.py

@@ -201,7 +201,8 @@ async def _run(self, api, url, send_chan, recv_chan):
                 # 希望做到的效果是遇到网络问题可以断线重连, 但是可能抛出的例外太多了(TimeoutError,socket.gaierror等), 又没有文档或工具可以理出 try 代码中所有可能遇到的例外
                 # 而这里的 except 又需要处理所有子函数及子函数的子函数等等可能抛出的例外, 因此这里只能遇到问题之后再补, 并且无法避免 false positive 和 false negative
                 except (websockets.exceptions.ConnectionClosed, websockets.exceptions.InvalidStatusCode, websockets.exceptions.InvalidURI,
-                        websockets.exceptions.InvalidState, websockets.exceptions.ProtocolError, OSError, EOFError,
+                        websockets.exceptions.InvalidState, websockets.exceptions.ProtocolError, asyncio.TimeoutError,
+                        OSError, EOFError,
                         TqBacktestPermissionError) as e:
                     in_ops_time = _cst_now().hour == 19 and 0 <= _cst_now().minute <= 30
                     # 发送网络连接断开的通知，code = 2019112911

tqsdk/utils.py

@@ -2,10 +2,12 @@
 # -*- coding:utf-8 -*-
 __author__ = 'yanqiong'
 
+import functools
 import os
 import random
 import secrets
 from bisect import bisect_right
+from typing import Callable
 
 from sgqlc.operation import Operation
 from pandas.core.internals import BlockManager
@@ -197,3 +199,25 @@ async def _get_dividend_factor(api, quote, start_dt_nano, end_dt_nano, chart_id_
     df["factor"].fillna(1.0, inplace=True)
     return df
 
+
+def deprecated_chart_id(*expect_args) -> Callable:
+    """
+    废弃 chart_id 参数后，希望支持用户不修改如下的代码
+
+    api.get_kline_serial(symbol, 3600, 1000, "xxx", "F")
+    api.get_tick_serial(symbol, 200, "xxx", "F")
+    """
+
+    def decorator(f):
+        @functools.wraps(f)
+        def wrapper(self, *args, **kwargs):
+            kwargs.pop("chart_id", None)
+            if len(args) == len(expect_args) + 1:
+                # 用户传入的 args 参数比 expect_args 多一个，说明用户主动在 position args 位置上传入了 chart_id 参数，需要去掉
+                # 如果长度一样或者比 expect_args 少，就按照用户传入原本的参数处理
+                # 倒数第二个是 chart_id 参数
+                args = args[:-2] + args[-1:]
+            return f(self, *args, **kwargs)
+        return wrapper
+
+    return decorator

tqsdk/web/css/chunk-vendors.1f44729d.css

@@ -1,4 +1,4 @@
-<!DOCTYPE html><html lang="en"><head><meta charset="utf-8"><meta http-equiv="X-UA-Compatible" content="IE=edge"><meta name="viewport" content="width=device-width,initial-scale=1"><!--[if IE]><link rel="icon" href="web/favicon.ico"><![endif]--><title>tqsdk-python-web</title><link href="web/css/app.d72d8978.css" rel="preload" as="style"><link href="web/css/chunk-vendors.c93e9127.css" rel="preload" as="style"><link href="web/js/app.2c843c86.js" rel="preload" as="script"><link href="web/js/chunk-vendors.d7fceff6.js" rel="preload" as="script"><link href="web/css/chunk-vendors.c93e9127.css" rel="stylesheet"><link href="web/css/app.d72d8978.css" rel="stylesheet"><link rel="icon" type="image/png" sizes="32x32" href="web/img/icons/favicon-32x32.png"><link rel="icon" type="image/png" sizes="16x16" href="web/img/icons/favicon-16x16.png"><link rel="manifest" href="web/manifest.json"><meta name="theme-color" content="#4DBA87"><meta name="apple-mobile-web-app-capable" content="no"><meta name="apple-mobile-web-app-status-bar-style" content="default"><meta name="apple-mobile-web-app-title" content="tqsdk-python-web"><link rel="apple-touch-icon" href="web/img/icons/apple-touch-icon-152x152.png"><link rel="mask-icon" href="web/img/icons/safari-pinned-tab.svg" color="#4DBA87"><meta name="msapplication-TileImage" content="web/img/icons/msapplication-icon-144x144.png"><meta name="msapplication-TileColor" content="#000000"></head><body><noscript><strong>We're sorry but tqsdk web doesn't work properly without JavaScript enabled. Please enable it to continue.</strong></noscript><script>const TqsdkAddress = location.host
+<!DOCTYPE html><html lang="en"><head><meta charset="utf-8"><meta http-equiv="X-UA-Compatible" content="IE=edge"><meta name="viewport" content="width=device-width,initial-scale=1"><!--[if IE]><link rel="icon" href="web/favicon.ico"><![endif]--><title>tqsdk-python-web</title><link href="web/css/app.d72d8978.css" rel="preload" as="style"><link href="web/css/chunk-vendors.1f44729d.css" rel="preload" as="style"><link href="web/js/app.5eb857be.js" rel="preload" as="script"><link href="web/js/chunk-vendors.fc3d6c6c.js" rel="preload" as="script"><link href="web/css/chunk-vendors.1f44729d.css" rel="stylesheet"><link href="web/css/app.d72d8978.css" rel="stylesheet"><link rel="icon" type="image/png" sizes="32x32" href="web/img/icons/favicon-32x32.png"><link rel="icon" type="image/png" sizes="16x16" href="web/img/icons/favicon-16x16.png"><link rel="manifest" href="web/manifest.json"><meta name="theme-color" content="#4DBA87"><meta name="apple-mobile-web-app-capable" content="no"><meta name="apple-mobile-web-app-status-bar-style" content="default"><meta name="apple-mobile-web-app-title" content="tqsdk-python-web"><link rel="apple-touch-icon" href="web/img/icons/apple-touch-icon-152x152.png"><link rel="mask-icon" href="web/img/icons/safari-pinned-tab.svg" color="#4DBA87"><meta name="msapplication-TileImage" content="web/img/icons/msapplication-icon-144x144.png"><meta name="msapplication-TileColor" content="#000000"></head><body><noscript><strong>We're sorry but tqsdk web doesn't work properly without JavaScript enabled. Please enable it to continue.</strong></noscript><script>const TqsdkAddress = location.host
     const FetchUrl = '/url'</script><script>const GetTqsdkUrl = function () {
         return new Promise(function (resolve, reject) {
             fetch(FetchUrl).then(function(response) {
@@ -7,4 +7,4 @@
                 })
             });
         })
-    }</script><div id="app"></div><script src="web/js/chunk-vendors.d7fceff6.js"></script><script src="web/js/app.2c843c86.js"></script></body></html>
+    }</script><div id="app"></div><script src="web/js/chunk-vendors.fc3d6c6c.js"></script><script src="web/js/app.5eb857be.js"></script></body></html>